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	param	t-stat
$ω$	2.2900	4.88
$α$	0.0434	37.32
$β$	0.9926	584.57
$ν$	5.6682	6.70

V-Lab

S&P GSCI Copper Spot Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other S&P GSCI Copper Spot Index Analyses